add optimization library source code

git-svn-id: https://ws10smt.googlecode.com/svn/trunk@204 ec762483-ff6d-05da-a07a-a48fb63a330f

1 files changed, 51 insertions, 0 deletions

diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ProjectedGradientL2Norm.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ProjectedGradientL2Norm.java
new file mode 100644
index 00000000..aadf1fd5
--- /dev/null
+++ b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/ProjectedGradientL2Norm.java
@@ -0,0 +1,51 @@
+package optimization.stopCriteria;
+
+import optimization.gradientBasedMethods.Objective;
+import optimization.gradientBasedMethods.ProjectedObjective;
+import optimization.util.MathUtils;
+
+public class ProjectedGradientL2Norm implements StopingCriteria{
+	
+	/**
+	 * Stop if gradientNorm/(originalGradientNorm) smaller
+	 * than gradientConvergenceValue
+	 */
+	protected double gradientConvergenceValue;
+	
+	
+	public ProjectedGradientL2Norm(double gradientConvergenceValue){
+		this.gradientConvergenceValue = gradientConvergenceValue;
+	}
+	
+	public void reset(){
+		
+	}
+	
+	 double[] projectGradient(ProjectedObjective obj){
+		
+		if(obj.auxParameters == null){
+			obj.auxParameters = new double[obj.getNumParameters()];
+		}
+		System.arraycopy(obj.getParameters(), 0, obj.auxParameters, 0, obj.getNumParameters());
+		MathUtils.minusEquals(obj.auxParameters, obj.gradient, 1);
+		obj.auxParameters = obj.projectPoint(obj.auxParameters);
+		MathUtils.minusEquals(obj.auxParameters,obj.getParameters(),1);
+		return obj.auxParameters;
+	}
+	
+	public boolean stopOptimization(Objective obj){
+		if(obj instanceof ProjectedObjective) {
+			ProjectedObjective o = (ProjectedObjective) obj;
+			double norm = MathUtils.L2Norm(projectGradient(o));
+			if(norm < gradientConvergenceValue){
+	//			System.out.println("Gradient norm below treshold: " + norm);
+				return true;
+			}else{
+//				System.out.println("projected gradient norm: " + norm);
+				return false;
+			}
+		}
+		System.out.println("Not a projected objective");
+		throw new RuntimeException();
+	}
+}